Lorkhan fights for mortals, right? He is the opposite of Padomay/Sithis?
Hoo boy. I guess I can't fault you for not knowing, the lore in TES is as convoluted and confusing as it is deep and rich. Read http://www.imperial-library.info/content/dawn-era for a semi-comprehensive breakdown of it. Here's the gist of it:
Reality is the dream of the Godhead. The Godhead is split into two aspects: Anu and Padomay. Anu is potential. Padomay is entropy. They are not really sentient in the same sense that the Aedra and Daedra are, consider them the subconscious or id of reality.
Entities rose out of their interaction and were not yet divided into Aedra and Daedra. Many were half-made but were unable to last or really take form until Akatosh formed, and with him time. His existence made it possible for others to find solidity, among them was the spirit Lorkhan. Lorkhan devised a plan for the creation of the mortal plane and convinced or tricked the others into creating it, with Magnus as its architect. Those who participated became the Aedra and their essence is tied to the mortal world. Those who did not became the Daedra and they are connected only to themselves and the void of Oblivion and thus cannot die. The Aedra realized too late that the mortal world was a trap, and some (including Magnus) fled into Aetherius, the realm of magic, and in so doing left tears in Oblivion's fabric, thus creating the sun and stars. Many Aedra disappeared completely and became the stuff of the mortal plane. Some degenerated into the "Earthbones," the rules that define the mortal world. Some became the Ehlnofey, the original mortal life forms from which all life on the world (except the Hist trees) descend.
Lorkhan was punished by the gods by having his heart torn out and thrown across the world. He's "dead" but he has avatars that come about every so often, usually as champions of humans that fight the elves. This is because the elves think that being in the mortal realm trapped them and made them mortal, whereas humans believe that they can attribute the mortal realm to their very existence. Thus elves favor Akatosh (who they call Auri-El) and the Nords favor Lorkhan (whom they call Shor).
Hell, even that's not a simple explanation, so here's the TLDR:
Anu: Source of reality
Padomay/Sithis: Changes reality and gives it meaning
Akatosh/Alduin: God of Time
Lorkhan: Trickster/Creator god